Sensor fusion and probabilistic parameter estimation method and apparatus

Abstract

A probabilistic digital signal processor using data from multiple instruments is described. Initial probability distribution functions are input to a dynamic state-space model, which operates on state and/or model probability distribution functions to generate a prior probability distribution function, which is input to a probabilistic updater. The probabilistic updater integrates sensor data from multiple instruments with the prior to generate a posterior probability distribution function passed (1) to a probabilistic sampler, which estimates one or more parameters using the posterior, which is output or re-sampled in an iterative algorithm or (2) iteratively to the dynamic state-space model. For example, the probabilistic processor operates on fused data using a physical model, where the data originates from a mechanical system or a medical meter or instrument, such as an electrocardiogram or pulse oximeter to generate new parameter information and/or enhanced parameter information.

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